Search results for "Hamilton–Jacobi equation"
showing 4 items of 4 documents
The Hamilton–Jacobi Equation
2001
We already know that canonical transformations are useful for solving mechanical problems. We now want to look for a canonical transformation that transforms the 2N coordinates (q i , p i ) to 2N constant values (Q i , P i ), e.g., to the 2N initial values \((q_{i}^{0},p_{i}^{0})\) at time t = 0. Then the problem would be solved, q = q(q0, p0, t), p = p(q0, p0, t).
Hamilton–Jacobi semi-groups in infinite dimensional spaces
2006
AbstractLet (X,ρ) be a Polish space endowed with a probability measure μ. Assume that we can do Malliavin Calculus on (X,μ). Let d:X×X→[0,+∞] be a pseudo-distance. Consider QtF(x)=infy∈X{F(y)+d2(x,y)/2t}. We shall prove that QtF satisfies the Hamilton–Jacobi inequality under suitable conditions. This result will be applied to establish transportation cost inequalities on path groups and loop groups in the spirit of Bobkov, Gentil and Ledoux.
Fronts propagating with signal dependent speed in limited diffusion and related Hamilton-Jacobi formulations
2021
We consider a class of limited diffusion equations and explore the formation of diffusion fronts as the result of a combination of diffusive and hyperbolic transport. We analyze a new class of Hamilton-Jacobi equations arising from the convective part of general Fokker-Planck equations ruled by a non-negative diffusion coefficient that depends on the unknown and on the gradient of the unknown. We explore the main features of the solution of the Hamilton-Jacobi equations that contain shocks and propose a suitable numerical scheme that approximates the solution in a consistent way with respect to the solution of the associated Fokker-Planck equation. We analyze three model problems covering d…
Higher-order Hamilton–Jacobi perturbation theory for anisotropic heterogeneous media: dynamic ray tracing in Cartesian coordinates
2018
With a Hamilton–Jacobi equation in Cartesian coordinates as a starting point, it is common to use a system of ordinary differential equations describing the continuation of first-order derivatives of phase-space perturbations along a reference ray. Such derivatives can be exploited for calculating geometrical spreading on the reference ray and for establishing a framework for second-order extrapolation of traveltime to points outside the reference ray. The continuation of first-order derivatives of phase-space perturbations has historically been referred to as dynamic ray tracing. The reason for this is its importance in the process of calculating amplitudes along the reference ray. We exte…